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H
BestScopePeriodSample%ChangeS&P500
1
+IndustryYearTop 5
55.91%
16.16%
-IndustryYearLast 10
-24.04%
16.16%
5
+IndustryYearTop 5
35.9%
16.12%
-IndustryYearLast 25
5.67%
16.12%
A
+GlobalYearTop 5
31.97%
15.89%
-GlobalMonthLast 25
1.2%
1.24%

Treynor Ratio

Also known as reward-to-volatility ratio is a measure of the returns earned in excess of that which could have been earned on an investment that has no diversifiable risk. We are using 3-years of returns, monthly samples and the SPY index as a benchmark.



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